Package: ivreg2r
Title: Extended Instrumental Variables Estimation with Diagnostics
Version: 0.1.0
Authors@R: c(
    person("Francis", "DiTraglia", , email = "francis.ditraglia@economics.ox.ac.uk", role = c("aut", "cre")),
    person("Christopher F.", "Baum", role = c("ctb", "cph"),
           comment = "Author of the Stata ivreg2 program from which ivreg2r is adapted"),
    person("Mark E.", "Schaffer", role = c("ctb", "cph"),
           comment = "Author of the Stata ivreg2 program from which ivreg2r is adapted"),
    person("Steven", "Stillman", role = c("ctb", "cph"),
           comment = "Author of the Stata ivreg2 program from which ivreg2r is adapted"))
Description: Comprehensive instrumental variables and GMM estimation with
    automatic diagnostics, inspired by the 'Stata' command 'ivreg2' of Baum,
    Schaffer, and Stillman (2003) <doi:10.1177/1536867X0300300101> and Baum,
    Schaffer, and Stillman (2007) <doi:10.1177/1536867X0800700402>. Supports
    2SLS, LIML, Fuller, k-class, two-step efficient GMM,
    and continuously-updated (CUE) estimators. Provides classical, robust,
    cluster-robust, HAC, and Driscoll-Kraay standard errors. Reports weak
    identification, underidentification, overidentification, and endogeneity
    tests at estimation time. All outputs are verified against 'Stata' within
    tight numerical tolerances.
License: GPL-3
Copyright: Adapted from the Stata package 'ivreg2' by Christopher F
        Baum, Mark E Schaffer, and Steven Stillman, distributed under
        GPL-3. Component-level provenance for the adapted code and the
        bundled datasets is in inst/COPYRIGHTS.
URL: https://restatr.com/ivreg2r/, https://github.com/restatr/ivreg2r
BugReports: https://github.com/restatr/ivreg2r/issues
Encoding: UTF-8
Language: en-US
Depends: R (>= 4.4.0)
Imports: Formula, generics, stats, tibble
Suggests: dplyr, ivreg, knitr, modelsummary, rmarkdown, sandwich,
        testthat (>= 3.1.5), tidyr
VignetteBuilder: knitr
Config/testthat/edition: 3
LazyData: true
Config/roxygen2/version: 8.0.0
NeedsCompilation: no
Packaged: 2026-07-12 16:42:00 UTC; francisditraglia
Author: Francis DiTraglia [aut, cre],
  Christopher F. Baum [ctb, cph] (Author of the Stata ivreg2 program from
    which ivreg2r is adapted),
  Mark E. Schaffer [ctb, cph] (Author of the Stata ivreg2 program from
    which ivreg2r is adapted),
  Steven Stillman [ctb, cph] (Author of the Stata ivreg2 program from
    which ivreg2r is adapted)
Maintainer: Francis DiTraglia <francis.ditraglia@economics.ox.ac.uk>
Repository: CRAN
Date/Publication: 2026-07-21 11:00:02 UTC
Built: R 4.5.3; ; 2026-08-17 03:19:28 UTC; windows
